+21.5%
JD vs D
+35.0%
-13.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | -1.7% | +1.5% | -3.1% | -1.9% |
| 30D | -13.2% | -2.6% | -10.6% | -12.8% |
| 3M | -3.2% | 0.0% | -3.2% | -3.3% |
| 6M | +15.2% | +7.4% | +7.9% | +13.5% |
| YTD | +2.0% | +15.9% | -13.9% | -1.0% |
| 1Y | -5.4% | +18.1% | -23.5% | -8.6% |
| 3Y | -9.1% | +58.4% | -67.5% | -17.6% |
| 5Y | -59.6% | +5.2% | -64.8% | -61.7% |
| All | +21.5% | +35.0% | -13.5% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling